Title :
Evident form of the Laplace transformation of the distribution of the first moment reaching the positive delaying screen with the semi-Markovian process
Author :
Ibayev, E. ; Aliyeva, T. ; Aliyev, T.
Author_Institution :
Cybern. Inst., ANAS, Baku, Azerbaijan
Abstract :
On the sequence of the independent, equal distributed and the positive random variables the process of the semi-markovian random walk with negative drift, positive jumps and with the positive delaying screen is constructed. In the case, when the random walk has the complex Laplace distribution, the evident form of Laplace transformation of the distribution of the first moment of reaching of the positive delaying screen with this process is found.
Keywords :
Laplace transforms; Markov processes; random processes; statistical distributions; Laplace transformation; complex Laplace distribution; negative drift; positive delaying screen; positive jumps; positive random variables; semiMarkovian random walk; Laplace transformation; duration of the drift; semi-markovian process of random walk with negative drift and positive jumps; size of jump;
Conference_Titel :
Problems of Cybernetics and Informatics (PCI), 2012 IV International Conference
Conference_Location :
Baku
Print_ISBN :
978-1-4673-4500-2
DOI :
10.1109/ICPCI.2012.6486417
